Are you talking about the thread icons? Xenforo doesn't support those. I don't recall us having console emoticons. Emoticons are supposed to show emotions. How the hell does a console do that? Your images are broken, by the way. Don't try to link from the old forum - it's not going to work
Yup. Not gonna happen. It's not how Xenforo works. The icon is the avatar of the thread starter. If you reply, you see your avatar smaller, in the corner: Sorry, I don't think I mentioned that in my guide. I'll add it.
I've managed to get ~260 icons from old forum, if Assembler allow I can upload them somewhere. Screen: https://www.dropbox.com/s/1ackdj6pjvp0o1w/Zrzut ekranu 2015-05-30 23.24.51.png?dl=0
Those are nice; with having handy for stuff and other stuff even if the new forum software can't use then as thread icons.
I have all the old icons, there's just no "choose a stock icon" in this forum software. The only thing there is is smilies, aka emoticons.
Maybe icons for (sub)forums? https://xenforo.com/community/resources/custom-node-icon-icon-for-category.632/
Those are Category/Node icons for the index and that Addon isn't supported anymore. You could also do this in Font Awesome with some CSS tweaks.